QLD Options History — June 2024

In June 2024, QLD traded between $44.53 and $51.40. ATM implied volatility averaged 29.3%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 6.2% (HV 20d: 23.1%). Max pain ranged from $38.50 to $47.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 1.00.

Notable Days

  • 2024-06-24: Highest Volume — 3,544 contracts
  • 2024-06-12: Largest IV drop — 11.6% change
  • 2024-06-03: Highest IV Rank — 20.1%
  • 2024-06-03: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.73$44.53$51.40$44.53$50.24
Max Pain$42.24$38.50$47.50$42.50$47.50
ATM IV29.3%27.1%31.7%31.7%29.2%
Expected Move8.3%7.8%9.1%9.1%8.4%
HV 20d23.1%18.7%26.0%19.1%23.0%
HV 60d29.5%28.9%30.0%29.6%29.8%
IV Rank12.2%3.6%20.1%20.1%12.4%
IV Percentile12.4%1.2%27.8%27.8%13.5%
Term Structure2.0%-1.7%5.2%0.2%0.3%
VWIV29.7%27.1%35.3%35.3%28.4%
Skew 25d2.1%-11.1%17.2%6.5%4.6%
Skew 10d9.7%-3.2%18.2%11.0%8.3%
Call IV 25d24.0%14.0%29.4%29.4%26.3%
Put IV 25d26.1%15.2%35.9%35.9%30.8%
Bid-Ask Spread %67.7328.8084.6928.8059.10
Gamma HHI0.170.080.370.140.09
Net GEX1.4M535.2K2.3M951.0K624.4K
Net DEX-82.0M-109.2M-51.9M-51.9M-74.7M
Net VEX-217.0K-246.3K-195.8K-246.3K-205.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.204.320.581.27
Total Volume1,667.3686443,544934956
Total OI39,498.10529,26644,25240,47232,646

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$44.53$42.5031.7%9.1%19.1%20.1%35.3%6.5%0.2%951.0K-51.9M-246.3K0.5828.80N/AN/A59234225,12615,346
2024-06-04$44.98$42.5030.6%8.8%18.7%16.2%32.8%5.2%0.7%1.2M-57.6M-245.6K0.5235.00N/AN/A45823825,28815,294
2024-06-05$46.70$42.5030.6%8.8%22.3%16.0%31.6%5.6%-1.7%1.8M-72.1M-242.3K0.4839.01N/AN/A1,21858225,44215,302
2024-06-06$46.77$38.5030.2%8.5%22.3%14.8%30.5%-0.1%-0.2%1.9M-72.8M-237.6K1.9179.79N/AN/A7461,42625,46415,360
2024-06-07$46.76$38.5028.9%8.2%22.3%9.9%28.8%4.7%-0.6%1.6M-71.8M-235.3K2.9174.58N/AN/A6201,80425,71416,746
2024-06-10$47.01$38.5031.1%8.3%22.3%17.9%29.1%-1.8%1.4%1.9M-74.5M-235.5K0.4476.86N/AN/A78834426,06216,114
2024-06-11$47.56$39.0031.0%8.4%22.5%17.5%30.3%-4.0%4.5%2.1M-80.6M-226.5K0.4275.41N/AN/A1,09845626,11216,196
2024-06-12$48.80$39.5027.4%7.8%23.4%4.4%28.0%-11.1%2.3%2.2M-93.3M-208.2K0.4284.69N/AN/A2,15289626,09416,322
2024-06-13$49.56$40.5027.1%7.8%22.1%3.6%27.1%-5.0%3.6%2.0M-99.0M-207.3K0.7478.90N/AN/A60844826,25016,726
2024-06-14$49.80$40.5028.9%8.3%21.9%11.2%30.1%0.8%0.7%1.9M-100.5M-203.7K0.3777.58N/AN/A98036426,24216,760
2024-06-17$51.40$41.0029.1%8.3%23.5%12.1%29.7%2.3%3.9%1.3M-109.2M-199.9K0.6782.43N/AN/A1,7221,16226,21816,922
2024-06-18$51.14$42.0029.0%8.3%23.8%11.4%29.5%16.5%3.4%1.2M-108.3M-195.8K0.2580.87N/AN/A1,71643626,31417,312
2024-06-20$50.53$42.5028.2%8.1%24.6%8.2%27.1%-7.5%5.2%1.5M-102.2M-202.5K0.7178.04N/AN/A96868626,26817,490
2024-06-21$50.24$42.5029.6%8.5%24.7%14.1%29.5%17.2%2.5%2.3M-100.8M-203.5K0.3276.73N/AN/A97831626,34417,908
2024-06-24$49.26$42.5028.6%8.2%26.0%10.1%30.5%4.2%4.2%857.2K-68.2M-202.7K1.8679.70N/AN/A1,2402,30420,1909,076
2024-06-25$50.03$47.0029.2%8.4%25.7%12.5%29.0%-6.8%1.8%571.0K-72.9M-209.7K0.7077.50N/AN/A37826620,95410,818
2024-06-26$50.09$47.5028.9%8.3%25.7%11.3%29.6%4.6%2.2%535.2K-73.6M-203.2K4.3251.78N/AN/A22095020,88011,068
2024-06-27$50.41$47.5028.0%8.0%25.4%7.3%28.0%4.0%2.7%582.4K-74.3M-211.8K0.2050.07N/AN/A1,01820421,03611,060
2024-06-28$50.24$47.5029.2%8.4%23.0%12.4%28.4%4.6%0.3%624.4K-74.7M-205.8K1.2759.10N/AN/A42253421,52211,124